问题如下图:
选项:
A.
B.
C.
解释:
A为什么不对呢???????
NO.PZ2016031201000043 相当于不用考虑时间价值,这样理解对么
NO.PZ2016031201000043 present value of the exercise priminus the value of the unrlying. value of the unrlying minus the present value of the exercise price. B is correct. Prior to expiration, the lowest value of a Europeput is the greater of zero or the present value of the exercise priminus the value of the unrlying.请问最低价格是因为不考虑到期日之前的时间价值吗
本题不大明白,麻烦老师给讲一下,谢谢!
请问为什么是present value?PPT里好像没有这样说过?